Question: The optimal risky portfolio can be identified by finding ____________. I. the tangency point of the capital market line and the efficient frontier II. the

The optimal risky portfolio can be identified by finding ____________.

I. the tangency point of the capital market line and the efficient frontier

II. the line with the steepest slope that connects the risk free rate to the efficient frontier

III. the maximum return point on the efficient frontier

IV. the minimum variance point on the efficient frontier

A I and II only

B II and III only

C III and IV only

D I, II and IV

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